OTA is much much quicker than trying to load via the desktop Manager. Desktop Manager requires an .alx file and a .cod file to be saved on the computer first.
You'll need to have a microSD card installed in the phone in order to put any songs on it. The device memory has a 2.86Mb file size limit. That's smaller than most mp3's.
BBMaps is most likely installed already but hidden programatically on the device. You'll have to do a little computer work to get it to show the icon.
Most of your questions can be answered at Main Page - BlackBerryFAQ
***You are going to have the same problem with the 8300 as it works the exact same way. If you don't have time to take a few minutes to learn how to use your device then don't come here asking us to spoon feed you.